Why is the optimal policy for an infinite horizon MDP deterministic?
Suppose you learned your action-value function perfectly. Recall that the action-value function measures the expected return after taking a given action in a given state. Now, the goal when solving an MDP is to find a policy that maximizes expected returns. Suppose you're in state $s$. According to your action-value function, let's say actions $a$ maximizes the expected return. So, according to the goal of solving an MDP, the only action you would ever take from state $s$ is $a$. In other words $\pi(a'\mid s) = \mathbf{1}[a'=a]$, which is a deterministic policy.
Now, you might argue that your action-value function will never be perfect. However, this just means you need more exploration, which can manifest itself as stochasticity in the policy. However, in the limit of infinite data, the optimal policy will be deterministic since the action-value function will have converged to the optimum.